Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 19.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 996,667 | 370,057 | 47,171 CHF | 21,446 CHF | 97.86% | 97.86% |
22/11/2024 | 20.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 257,804 | 42,831 CHF | 13,667 CHF | 99.37% | 99.37% |
20/11/2024 | 21.92% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,198 | 250,000 | 40,406 CHF | 12,670 CHF | 99.39% | 99.39% |
19/11/2024 | 21.96% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,643 | 250,000 | 40,423 CHF | 12,649 CHF | 99.28% | 99.28% |
18/11/2024 | 19.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 374,015 | 47,449 CHF | 21,795 CHF | 99.29% | 99.29% |
15/11/2024 | 16.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 929,089 | 475,958 | 50,571 CHF | 30,669 CHF | 99.39% | 99.39% |
14/11/2024 | 14.16% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 768,341 | 394,045 | 50,396 CHF | 29,816 CHF | 99.39% | 99.39% |
13/11/2024 | 12.56% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 674,582 | 350,567 | 50,351 CHF | 29,673 CHF | 99.36% | 99.36% |
12/11/2024 | 12.19% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 651,612 | 338,370 | 50,192 CHF | 29,444 CHF | 99.08% | 99.08% |
11/11/2024 | 11.68% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 619,697 | 321,005 | 49,969 CHF | 29,087 CHF | 99.24% | 99.24% |